SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Feb-2012

Day Change Summary
	Previous	Current
	06-Feb-2012	07-Feb-2012	Change	Change %	Previous Week
Open	133.99	134.18	0.19	0.1%	130.51
High	134.51	135.02	0.51	0.4%	134.62
Low	133.83	133.64	-0.19	-0.1%	130.06
Close	134.45	134.79	0.34	0.3%	134.54
Range	0.68	1.38	0.70	102.9%	4.56
ATR	1.49	1.48	-0.01	-0.5%	0.00
Volume	107,617,586	135,401,797	27,784,211	25.8%	743,399,024

Daily Pivots for day following 07-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	138.62	138.09	135.55
R3	137.24	136.71	135.17
R2	135.86	135.86	135.04
R1	135.33	135.33	134.92	135.60
PP	134.48	134.48	134.48	134.62
S1	133.95	133.95	134.66	134.22
S2	133.10	133.10	134.54
S3	131.72	132.57	134.41
S4	130.34	131.19	134.03

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	146.75	145.21	137.05
R3	142.19	140.65	135.79
R2	137.63	137.63	135.38
R1	136.09	136.09	134.96	136.86
PP	133.07	133.07	133.07	133.46
S1	131.53	131.53	134.12	132.30
S2	128.51	128.51	133.70
S3	123.95	126.97	133.29
S4	119.39	122.41	132.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135.02	132.13	2.89	2.1%	0.95	0.7%	92%	True	False	136,478,590
10	135.02	130.06	4.96	3.7%	1.27	0.9%	95%	True	False	150,464,806
20	135.02	127.72	7.30	5.4%	1.19	0.9%	97%	True	False	141,047,933
40	135.02	120.03	14.99	11.1%	1.38	1.0%	98%	True	False	153,155,598
60	135.02	116.20	18.82	14.0%	1.60	1.2%	99%	True	False	174,214,733
80	135.02	116.20	18.82	14.0%	1.79	1.3%	99%	True	False	196,531,968
100	135.02	107.43	27.59	20.5%	1.99	1.5%	99%	True	False	217,733,121
120	135.02	107.43	27.59	20.5%	2.19	1.6%	99%	True	False	230,666,340

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	140.89
2.618	138.63
1.618	137.25
1.000	136.40
0.618	135.87
HIGH	135.02
0.618	134.49
0.500	134.33
0.382	134.17
LOW	133.64
0.618	132.79
1.000	132.26
1.618	131.41
2.618	130.03
4.250	127.78

Fisher Pivots for day following 07-Feb-2012
Pivot	1 day	3 day
R1	134.64	134.64
PP	134.48	134.48
S1	134.33	134.33

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These figures are updated between 7pm and 10pm EST after a trading day.

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